ArmaFft.spdroots_()
statsmodels.sandbox.tsa.fftarma.ArmaFft.spdroots
-
ArmaFft.spdroots_(arroots, maroots, w)
[source] -
spectral density for frequency using polynomial roots
builds two arrays (number of roots, number of frequencies)
Parameters: arroots : ndarray
roots of ar (denominator) lag-polynomial
maroots : ndarray
roots of ma (numerator) lag-polynomial
w : array_like
frequencies for which spd is calculated
Notes
this should go into a function
© 2009–2012 Statsmodels Developers
© 2006–2008 Scipy Developers
© 2006 Jonathan E. Taylor
Licensed under the 3-clause BSD License.
http://www.statsmodels.org/stable/generated/statsmodels.sandbox.tsa.fftarma.ArmaFft.spdroots_.html